线性约束下的异方差回归模型参数的广义最小二乘估计  

Generalized Least Squares Estimates of Parameters In Heteroscedastic Regression Model under Linear Constraint

作　　者：胡俊航[1] 

机构地区：[1]河南质量工程职业学院,河南平顶山467001

出　　处：《黄冈职业技术学院学报》2009年第2期36-37,共2页Journal of Huanggang Polytechnic

摘　　要：运用线性约束下回归模型的参数估计和异方差回归模型的参数估计方法,给出线性约束下的异方差回归模型的参数估计公式,比较该模型的残差平方和与无约束异方差回归模型的残差平方和的大小,利用此结论对模型的进一步研究和应用具有一定的理论和实际价值。This paper, with the methods to estimate parameters in the linear constraint regression modal and heteroscedastic regression model, gives an expression of estimated parameters in heteroscedastic regression model under linear constraint. The residual sums of squares of above model and unconstrained heteroscedastic regression model are compared. By this conclusion, the model can be more researched and applied which has some practical and theoretical significance.

关 键 词：线性约束 异方差回归模型 参数估计 

分 类 号：O213.1[理学—概率论与数理统计]